Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 645.624279 661.246563 676.614174 692.864652 709.556221 726.196519 744.035880
2026-01-18 624.343888 647.282662 670.153601 694.666929 720.195240 745.995919 774.042690
2026-01-25 610.835166 639.027362 667.419187 698.157448 730.500097 763.524902 799.801527
2026-02-01 599.347187 631.707248 664.567468 700.441090 738.511545 777.718179 821.161948
2026-02-08 589.827200 625.727659 662.447085 702.826539 746.000715 790.797162 840.815722
2026-02-15 580.726659 619.667805 659.755599 704.127835 751.891283 801.784093 857.878299
2026-02-22 572.786780 614.454536 657.603626 705.650766 757.690042 812.386424 874.272356
2026-03-01 565.103632 609.200067 655.114638 706.525126 762.526725 821.726674 889.104231
2026-03-08 557.340972 603.591848 651.996046 706.475259 766.138026 829.548203 902.117614
2026-03-15 551.476979 599.840135 650.700346 708.225525 771.545153 839.186861 917.007632
2026-03-22 544.768003 594.971997 648.009363 708.275578 774.931726 846.482899 929.212851
2026-03-29 539.953040 592.034173 647.296108 710.370477 780.455788 856.039343 943.852963
2026-04-05 536.072701 590.028851 647.524771 713.434289 787.000690 866.700016 959.731413
2026-04-12 531.564679 587.208120 646.744239 715.276700 792.101969 875.695813 973.714572
2026-04-19 528.550665 585.953478 647.615793 718.883158 799.110967 886.779050 990.028579
2026-04-26 524.856850 583.842315 647.446078 721.243294 804.655703 896.177484 1004.423758
2026-05-03 521.426009 581.940201 647.433086 723.708729 810.261429 905.606915 1018.841460
2026-05-10 517.399050 579.281032 646.492227 725.053675 814.538350 913.492715 1031.482539
2026-05-17 513.697277 576.913210 645.810485 726.627703 819.021940 921.576756 1044.336087
2026-05-24 509.699067 574.134577 644.596006 727.531405 822.687041 928.691206 1056.059753
2026-05-31 505.216335 570.730262 642.602786 727.479865 825.201326 934.447801 1066.194207
2026-06-07 502.105608 568.835354 642.275714 729.288883 829.813740 942.586679 1079.080798
2026-06-14 497.967622 565.698366 640.469948 729.340616 832.351608 948.303239 1089.138233